Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-08 0.314180 0.342687 0.373692 0.410109 0.451961 0.498852 0.555790
2025-06-15 0.278818 0.315703 0.358141 0.411172 0.476525 0.555604 0.660412
2025-06-22 0.252251 0.293453 0.342860 0.407578 0.491852 0.600492 0.755808
2025-06-29 0.232444 0.276271 0.330600 0.404582 0.505536 0.643130 0.854010
2025-07-06 0.213112 0.257421 0.313754 0.392816 0.504802 0.664569 0.924399
2025-07-13 0.203840 0.250349 0.311053 0.399013 0.528732 0.723451 1.062586
2025-07-20 0.195593 0.243750 0.308080 0.404016 0.550857 0.782158 1.213184
2025-07-27 0.186132 0.234699 0.300811 0.401770 0.561202 0.822993 1.341263
2025-08-03 0.179022 0.228306 0.296632 0.403436 0.577465 0.875682 1.505349
2025-08-10 0.168573 0.216573 0.283924 0.390847 0.568782 0.882767 1.576729
2025-08-17 0.158507 0.204846 0.270494 0.376027 0.554700 0.877753 1.620046
2025-08-24 0.153071 0.199449 0.266043 0.375001 0.564063 0.918177 1.780372
2025-08-31 0.150833 0.198705 0.268698 0.386006 0.596613 1.011352 2.111561
2025-09-07 0.146740 0.194990 0.266552 0.388824 0.614524 1.078018 2.403455
2025-09-14 0.141737 0.189651 0.261540 0.386314 0.621979 1.123376 2.655067
2025-09-21 0.137136 0.184691 0.256821 0.383892 0.629255 1.169736 2.935749
2025-09-28 0.131079 0.177249 0.247754 0.373136 0.618659 1.171767 3.062002
2025-10-05 0.128884 0.175635 0.247965 0.378949 0.642589 1.263713 3.593624
2025-10-12 0.126590 0.173746 0.247592 0.383617 0.664666 1.356384 4.212358
2025-10-19 0.123144 0.169899 0.243765 0.381548 0.671843 1.410538 4.704126
2025-10-26 0.120577 0.167332 0.241937 0.383098 0.687262 1.492099 5.436689
2025-11-02 0.115777 0.161030 0.233516 0.371422 0.671184 1.476726 5.581194
2025-11-09 0.110842 0.154373 0.224259 0.357659 0.649152 1.439844 5.566351